+139.8%
CNP vs BBWI
-41.3%
+181.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.1% |
| 7D | -4.3% | -6.2% | +1.9% | -3.6% |
| 30D | +5.7% | +25.5% | -19.8% | +2.7% |
| 3M | +0.9% | +8.0% | -7.1% | -0.5% |
| 6M | -1.1% | +12.7% | -13.7% | -3.4% |
| YTD | +8.3% | +11.6% | -3.4% | +5.1% |
| 1Y | +5.9% | -0.9% | +6.8% | +3.6% |
| 3Y | +64.6% | -22.7% | +87.3% | +60.8% |
| 5Y | +74.6% | -67.2% | +141.8% | +88.4% |
| 10Y | +139.8% | -43.7% | +183.5% | +83.2% |
| All | +139.8% | -41.3% | +181.2% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling